On the probability of ruin in a continuous risk model with two types of delayed claims

DOI10.1080/03610926.2014.909939zbMath1397.91284OpenAlexW2270535709MaRDI QIDQ2816833

Publication date: 26 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.909939

zbMATH Keywords

ruin Laplace transform survival probability Rouché theorem delayed claims

Mathematics Subject Classification ID

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Cites Work

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Asymptotic results for perturbed risk processes with delayed claims
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Ruin probabilities allowing for delay in claims settlement
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The compound binomial risk model with delayed claims and random income
Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims
On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy
ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS
On Ultimate Ruin in a Delayed-Claims Risk Model

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